Asymmetric GARCH processes featuring both threshold effect and bilinear structure

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Publication:419142

DOI10.1016/j.spl.2011.11.023zbMath1237.62113OpenAlexW1982654364MaRDI QIDQ419142

J. Herrera, H. S. Yoon

Publication date: 18 May 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.11.023



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